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    Wyświetlanie 1-4 z 4
    Tytuł:
    Best Time Series In-sample Model for Forecasting Nigeria Exchange Rate
    Autorzy:
    Gaddafi, Adamu Babali
    Akpensuen, Shiaondo Henry
    Shitu, Abdulrazaq Ahmed
    Malle, Ahmad Atiku
    Adamu, Muhammed
    Bukar, Muhammad Goni
    Powiązania:
    https://bibliotekanauki.pl/articles/1031300.pdf
    Data publikacji:
    2021
    Wydawca:
    Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
    Tematy:
    ARIMA
    Autoregressive Integrated Moving Average Model
    Autoregressive Moving Average Model
    Autoregressive models
    Box-Jenkins Methodology
    CBN
    Exchange rate
    Model
    Moving Average Models
    Nigeria
    Opis:
    In this work we considered data on official Nigeria exchange rates (Naira to British Pound sterling) from January 2003 to December 2019. Four competing models ARIMA (1, 1, 1), ARIMA (2, 1, 1), ARIMA (1, 1, 0) and ARIMA (1, 1, 2) were identified for the exchange rates series. Diagnostic analysis revealed that all the competing models adequately represent the exchange rate series. However, on the basis of out-of-sample model selection and evaluation ARIMA (1, 1, 1) was selected as the optimal model with minimum information criteria for the exchange rate series. A 24 months forecast indicates that the Naira will continue to depreciate. The policy implication of our study is that the Central Bank of Nigeria (CBN), should devalue the Naira in order to not only re-establish exchange rate stability but also encourage local manufacturing and encourage foreign capital inflows.
    Źródło:
    World Scientific News; 2021, 151; 45-63
    2392-2192
    Pojawia się w:
    World Scientific News
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Impact of Public Transportation on European Countries’ Development: a Spatial Perspective
    Autorzy:
    Matyas, Andreea
    Powiązania:
    https://bibliotekanauki.pl/articles/20433505.pdf
    Data publikacji:
    2023-11-22
    Wydawca:
    Uniwersytet Warszawski. Wydział Nauk Ekonomicznych
    Tematy:
    Spatial Econometrics
    Econometric Methods
    Spatial Autoregressive Moving Average Model
    Spatial Autocorrelation
    Transportation Economics
    Opis:
    Sustainability is a key topic nowadays, mostly because in the last decade the pollution levels have reached an all-time high. National governments are searching for sustainable and environmentally friendly solutions to decrease the amount of pollution. This study is a cross-sectional study on 27 European countries, using data gathered in 2020. This study’s main goal is to show the environmental sustainability of public transportation and its impact on country development in Europe. The methodology used in this study will consist of spatial econometrics methods with visual maps and graphs to help with a better visual representation of the phenomena presented. The empirical evidence will be confirmed by the spatial regression’s results. Because the spatial diagnostic tests revealed that the spatial processes are present in terms of both spatial lag and spatial errors, the model that was used was a Spatial Autoregressive Moving Average Model (SARMA). Moreover, the environmental sustainability of public transport is also a significant factor. The expected results from which this study began – specifically, that the spatiality has a significant impact in modelling the relationship between public transportation and economic development – were confirmed.
    Źródło:
    Central European Economic Journal; 2023, 10, 57; 403-413
    2543-6821
    Pojawia się w:
    Central European Economic Journal
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Algorithms for Ship Movement Prediction for Location Data Compression
    Autorzy:
    Czapiewska, A.
    Sadowski, J.
    Powiązania:
    https://bibliotekanauki.pl/articles/116761.pdf
    Data publikacji:
    2015
    Wydawca:
    Uniwersytet Morski w Gdyni. Wydział Nawigacyjny
    Tematy:
    Methods and Algorithms
    Ship Movement, Ship Movement Prediction
    Location
    Location Data Compression
    Autoregressive Model (AR)
    Autoregressive Moving Average Model (ARMA)
    AIS Data
    Opis:
    Due to safety reasons, the movement of ships on the sea, especially near the coast should be tracked, recorded and stored. However, the amount of vessels which trajectories should be tracked by authorized institutions, often in real time, is usually huge. What is more, many sources of vessels position data (radars, AIS) produces thousands of records describing route of each tracked object, but lots of that records are correlated due to limited dynamic of motion of ships which cannot change their speed and direction very quickly. In this situation it must be considered how many points of recorded trajectories really have to be remembered to recall the path of particular object. In this paper, authors propose three different methods for ship movement prediction, which explicitly decrease the amount of stored data. They also propose procedures which enable to reduce the number of transmitted data from observatory points to database, what may significantly reduce required bandwidth of radio communication in case of mobile observatory points, for example onboard radars.
    Źródło:
    TransNav : International Journal on Marine Navigation and Safety of Sea Transportation; 2015, 9, 1; 75-81
    2083-6473
    2083-6481
    Pojawia się w:
    TransNav : International Journal on Marine Navigation and Safety of Sea Transportation
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Assessing the representative elementary volume of rock types by X-ray computed tomography (CT) – a simple approach to demonstrate the heterogeneity of the Boda Claystone Formation in Hungary
    Autorzy:
    Abutaha, Saja M.
    Geiger, János
    Gulyás, Sándor
    Fedor, Ferenc
    Powiązania:
    https://bibliotekanauki.pl/articles/2204358.pdf
    Data publikacji:
    2021
    Wydawca:
    Uniwersytet im. Adama Mickiewicza w Poznaniu
    Tematy:
    Hounsfield Unit
    HU
    autoregressive integrated moving average
    ARIMA
    Statistical Process Control
    SPC technique
    skala Hounsfielda
    model ARIMA
    statystyczna kontrola procesu
    SPC
    Opis:
    X-ray computed tomography (CT) can reveal internal, three-dimensional details of objects in a non-destructive way and provide high-resolution, quantitative data in the form of CT numbers. The sensitivity of the CT number to changes in material density means that it may be used to identify lithology changes within cores of sedimentary rocks. The present pilot study confirms the use of Representative Elementary Volume (REV) to quantify inhomogeneity of CT densities of rock constituents of the Boda Claystone Formation. Thirty-two layers, 2 m core length, of this formation were studied. Based on the dominant rock-forming constituent, two rock types could be defined, i.e., clayey siltstone (20 layers) and fine siltstone (12 layers). Eleven of these layers (clayey siltstone and fine siltstone) showed sedimentary features such as, convolute laminations, desiccation cracks, cross-laminations and cracks. The application of the Autoregressive Integrated Moving Averages, Statistical Process Control (ARIMA SPC) method to define Representative Elementary Volume (REV) of CT densities (Hounsfield unit values) affirmed the following results: i) the highest REV values corresponded to the presence of sedimentary structures or high ratios of siltstone constituents (> 60%). ii) the REV average of the clayey siltstone was (5.86 cm3) and (6.54 cm3) of the fine siltstone. iii) normalised REV percentages of the clayey siltstone and fine siltstone, on the scale of the core volume studied were 19.88% and 22.84%; respectively. iv) whenever the corresponding layer did not reveal any sedimentary structure, the normalised REV values would be below 10%. The internal void space in layers with sedimentary features might explain the marked textural heterogeneity and elevated REV values. The drying process of the core sample might also have played a significant role in increasing erroneous pore proportions by volume reducation of clay minerals, particularly within sedimentary structures, where authigenic clay and carbonate cement were presumed to be dominant.
    Źródło:
    Geologos; 2021, 27, 3; 157--172
    1426-8981
    2080-6574
    Pojawia się w:
    Geologos
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
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